Goodness of fit tests for Rayleigh distribution based on Phi-divergence
In this paper, we develop some goodness of fit tests for Rayleigh distribution based on Phi-divergence. Using Monte Carlo simulation, we compare the power of the proposed tests with some traditional goodness of fit tests including Kolmogorov-Smirnov, Anderson-Darling and Cramer von-Mises tests. The...
- Autores:
-
Mahdizadeh, Mahdi
Zamanzade, Ehsan
- Tipo de recurso:
- Article of journal
- Fecha de publicación:
- 2017
- Institución:
- Universidad Nacional de Colombia
- Repositorio:
- Universidad Nacional de Colombia
- Idioma:
- spa
- OAI Identifier:
- oai:repositorio.unal.edu.co:unal/66499
- Acceso en línea:
- https://repositorio.unal.edu.co/handle/unal/66499
http://bdigital.unal.edu.co/67527/
- Palabra clave:
- 51 Matemáticas / Mathematics
31 Colecciones de estadística general / Statistics
Rayleigh distribution
Goodness of fit test
Phi-divegence
Monte Carlo simulation.
distribución Rayleigh
Divergencia Phi
Pruebas de bondad de ajuste
Simulaciones Monte Carlo
- Rights
- openAccess
- License
- Atribución-NoComercial 4.0 Internacional
| Summary: | In this paper, we develop some goodness of fit tests for Rayleigh distribution based on Phi-divergence. Using Monte Carlo simulation, we compare the power of the proposed tests with some traditional goodness of fit tests including Kolmogorov-Smirnov, Anderson-Darling and Cramer von-Mises tests. The results indicate that the proposed tests perform well as compared with their competing tests in the literature. Finally, the proposed procedures are illustrated via a real data set. |
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